CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 12-Oct-2021

Day Change Summary
	Previous	Current
	11-Oct-2021	12-Oct-2021	Change	Change %	Previous Week
Open	0.8015	0.8010	-0.0005	-0.1%	0.7910
High	0.8034	0.8042	0.0008	0.1%	0.8031
Low	0.8005	0.8000	-0.0005	-0.1%	0.7902
Close	0.8013	0.8024	0.0011	0.1%	0.8025
Range	0.0030	0.0042	0.0013	42.4%	0.0129
ATR	0.0059	0.0058	-0.0001	-2.1%	0.0000
Volume	44,989	63,119	18,130	40.3%	374,010

Daily Pivots for day following 12-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8148	0.8128	0.8047
R3	0.8106	0.8086	0.8036
R2	0.8064	0.8064	0.8032
R1	0.8044	0.8044	0.8028	0.8054
PP	0.8022	0.8022	0.8022	0.8027
S1	0.8002	0.8002	0.8020	0.8012
S2	0.7980	0.7980	0.8016
S3	0.7938	0.7960	0.8012
S4	0.7896	0.7918	0.8001

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8373	0.8328	0.8096
R3	0.8244	0.8199	0.8060
R2	0.8115	0.8115	0.8049
R1	0.8070	0.8070	0.8037	0.8092
PP	0.7986	0.7986	0.7986	0.7997
S1	0.7941	0.7941	0.8013	0.7963
S2	0.7857	0.7857	0.8001
S3	0.7728	0.7812	0.7990
S4	0.7599	0.7683	0.7954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8042	0.7906	0.0137	1.7%	0.0045	0.6%	87%	True	False	66,475
10	0.8042	0.7827	0.0215	2.7%	0.0056	0.7%	92%	True	False	76,569
20	0.8042	0.7754	0.0289	3.6%	0.0062	0.8%	94%	True	False	78,616
40	0.8042	0.7723	0.0320	4.0%	0.0062	0.8%	94%	True	False	50,354
60	0.8048	0.7723	0.0326	4.1%	0.0057	0.7%	93%	False	False	33,671
80	0.8159	0.7723	0.0437	5.4%	0.0058	0.7%	69%	False	False	25,282
100	0.8324	0.7723	0.0601	7.5%	0.0056	0.7%	50%	False	False	20,274
120	0.8324	0.7723	0.0601	7.5%	0.0054	0.7%	50%	False	False	16,904

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8221
2.618	0.8152
1.618	0.8110
1.000	0.8084
0.618	0.8068
HIGH	0.8042
0.618	0.8026
0.500	0.8021
0.382	0.8016
LOW	0.8000
0.618	0.7974
1.000	0.7958
1.618	0.7932
2.618	0.7890
4.250	0.7822

Fisher Pivots for day following 12-Oct-2021
Pivot	1 day	3 day
R1	0.8023	0.8016
PP	0.8022	0.8009
S1	0.8021	0.8001

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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